-24.1%
NCLH vs MLM
+502.8%
-526.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.2% |
| 7D | +1.2% | -5.8% | +7.0% | +5.7% |
| 30D | +22.6% | +9.8% | +12.8% | +14.7% |
| 3M | +0.6% | -5.2% | +5.8% | +4.7% |
| 6M | +13.5% | -10.3% | +23.8% | +22.8% |
| YTD | -15.7% | -15.5% | -0.2% | -4.9% |
| 1Y | 0.0% | -15.0% | +15.0% | +12.5% |
| 3Y | +42.8% | +17.5% | +25.3% | +25.2% |
| 5Y | -28.4% | +30.5% | -59.0% | -41.9% |
| 10Y | -51.0% | +145.5% | -196.5% | -74.2% |
| All | -24.1% | +502.8% | -526.9% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling